Trading Metrics calculated at close of trading on 01-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2023 |
01-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
14,815.0 |
14,923.0 |
108.0 |
0.7% |
14,905.0 |
High |
14,924.0 |
15,063.0 |
139.0 |
0.9% |
15,020.0 |
Low |
14,767.0 |
14,857.0 |
90.0 |
0.6% |
14,666.0 |
Close |
14,861.0 |
14,987.0 |
126.0 |
0.8% |
14,790.0 |
Range |
157.0 |
206.0 |
49.0 |
31.2% |
354.0 |
ATR |
202.4 |
202.6 |
0.3 |
0.1% |
0.0 |
Volume |
65,058 |
69,296 |
4,238 |
6.5% |
371,582 |
|
Daily Pivots for day following 01-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,587.0 |
15,493.0 |
15,100.3 |
|
R3 |
15,381.0 |
15,287.0 |
15,043.7 |
|
R2 |
15,175.0 |
15,175.0 |
15,024.8 |
|
R1 |
15,081.0 |
15,081.0 |
15,005.9 |
15,128.0 |
PP |
14,969.0 |
14,969.0 |
14,969.0 |
14,992.5 |
S1 |
14,875.0 |
14,875.0 |
14,968.1 |
14,922.0 |
S2 |
14,763.0 |
14,763.0 |
14,949.2 |
|
S3 |
14,557.0 |
14,669.0 |
14,930.4 |
|
S4 |
14,351.0 |
14,463.0 |
14,873.7 |
|
|
Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,887.3 |
15,692.7 |
14,984.7 |
|
R3 |
15,533.3 |
15,338.7 |
14,887.4 |
|
R2 |
15,179.3 |
15,179.3 |
14,854.9 |
|
R1 |
14,984.7 |
14,984.7 |
14,822.5 |
14,905.0 |
PP |
14,825.3 |
14,825.3 |
14,825.3 |
14,785.5 |
S1 |
14,630.7 |
14,630.7 |
14,757.6 |
14,551.0 |
S2 |
14,471.3 |
14,471.3 |
14,725.1 |
|
S3 |
14,117.3 |
14,276.7 |
14,692.7 |
|
S4 |
13,763.3 |
13,922.7 |
14,595.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,063.0 |
14,666.0 |
397.0 |
2.6% |
177.4 |
1.2% |
81% |
True |
False |
71,741 |
10 |
15,197.0 |
14,666.0 |
531.0 |
3.5% |
183.2 |
1.2% |
60% |
False |
False |
71,324 |
20 |
15,684.0 |
14,666.0 |
1,018.0 |
6.8% |
194.6 |
1.3% |
32% |
False |
False |
69,244 |
40 |
16,153.0 |
14,666.0 |
1,487.0 |
9.9% |
195.6 |
1.3% |
22% |
False |
False |
62,052 |
60 |
16,250.0 |
14,666.0 |
1,584.0 |
10.6% |
165.0 |
1.1% |
20% |
False |
False |
41,409 |
80 |
16,716.0 |
14,666.0 |
2,050.0 |
13.7% |
139.1 |
0.9% |
16% |
False |
False |
31,060 |
100 |
16,716.0 |
14,666.0 |
2,050.0 |
13.7% |
130.4 |
0.9% |
16% |
False |
False |
24,852 |
120 |
16,716.0 |
14,666.0 |
2,050.0 |
13.7% |
114.1 |
0.8% |
16% |
False |
False |
20,711 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,938.5 |
2.618 |
15,602.3 |
1.618 |
15,396.3 |
1.000 |
15,269.0 |
0.618 |
15,190.3 |
HIGH |
15,063.0 |
0.618 |
14,984.3 |
0.500 |
14,960.0 |
0.382 |
14,935.7 |
LOW |
14,857.0 |
0.618 |
14,729.7 |
1.000 |
14,651.0 |
1.618 |
14,523.7 |
2.618 |
14,317.7 |
4.250 |
13,981.5 |
|
|
Fisher Pivots for day following 01-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
14,978.0 |
14,957.3 |
PP |
14,969.0 |
14,927.7 |
S1 |
14,960.0 |
14,898.0 |
|